+165.3%
CSX vs EQX
+243.0%
-77.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.2% | +1.0% |
| 7D | -3.4% | -1.4% | -2.0% | -3.3% |
| 30D | -3.1% | +24.4% | -27.5% | -4.1% |
| 3M | +7.2% | +11.6% | -4.4% | +6.4% |
| 6M | +16.2% | -25.0% | +41.2% | +17.3% |
| YTD | +37.5% | -8.4% | +45.9% | +37.3% |
| 1Y | +53.2% | +43.4% | +9.8% | +49.3% |
| 3Y | +68.2% | +162.0% | -93.7% | +56.6% |
| 5Y | +65.2% | +70.1% | -4.9% | +52.4% |
| All | +165.3% | +243.0% | -77.8% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EQX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling